Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-12-28 643.044960 658.581629 673.864064 690.023453 706.620383 723.165258 740.901145
2026-01-04 622.147946 644.965819 667.713829 692.092804 717.478400 743.131995 771.015700
2026-01-11 608.326375 636.333712 664.534704 695.061224 727.175474 759.961292 795.968868
2026-01-18 596.536973 628.653162 661.258717 696.846506 734.604996 773.481382 816.548943
2026-01-25 588.034323 623.724098 660.219263 700.342237 743.231178 787.720103 837.381908
2026-02-01 579.800958 618.572245 658.474831 702.630318 750.147217 799.768440 855.540884
2026-02-08 572.596981 614.138716 657.145503 705.020663 756.858298 811.326277 872.934359
2026-02-15 565.281002 609.273404 655.066294 706.325103 762.143793 821.131284 888.244313
2026-02-22 558.748776 605.003850 653.398472 707.850629 767.464940 830.803105 903.265477
2026-03-01 552.228560 600.530874 651.310796 708.726045 771.902421 839.366711 916.953894
2026-03-08 545.457363 595.591332 648.536702 708.677117 775.169221 846.516816 928.977947
2026-03-15 540.404456 592.386288 647.522816 710.430252 780.302035 855.624179 943.095975
2026-03-22 534.378867 587.987332 645.087920 710.514674 783.507250 862.545941 954.758291
2026-03-29 530.080931 585.387771 644.537217 712.592795 788.845670 871.774304 968.960639
2026-04-05 526.722592 583.733644 644.945975 715.658148 795.218970 882.110880 984.387415
2026-04-12 522.708269 581.247812 644.338984 717.503021 800.153549 890.787035 997.917231
2026-04-19 520.114091 580.277685 645.358846 721.115654 807.032043 901.622336 1013.891724
2026-04-26 516.816328 578.436211 645.329993 723.480293 812.447806 910.774237 1027.944338
2026-05-03 513.744451 576.778982 645.445317 725.950653 817.938140 919.983542 1042.059251
2026-05-10 510.059047 574.353858 644.627199 727.298773 822.099449 927.647537 1054.390332
2026-05-17 506.667675 572.198731 644.056828 728.875394 826.478061 935.531633 1066.967819
2026-05-24 502.962715 569.621580 642.947704 729.780137 830.039714 942.448807 1078.416687
2026-05-31 498.762355 566.412505 641.057266 729.729571 832.451101 948.006760 1088.269451